Paper
How this is scored
If you bought the disclosed stock on the day the public found out — the filing date, not the trade date — how would you have done? Ranked by the median of the equal-weight purchase legs. Sales are out so the story stays a copy, not a short book.
Each listed-stock purchase is one equal-weight leg. Entry is the first daily close after the official filed date (a filing can post after that day’s close, so the next close is the first one the public can buy), allowing up to 10 calendar days for weekends and holidays. Holds are 90, 180, and 365 calendar days from that entry close, plus the to-last-close mark (the latest close in the site’s price file). The headline is the median of the window you pick; the mean is still shown. Each window is also scored against SPY over the same entry and exit dates. Return is exit ÷ entry − 1 and is not annualized.
Bonds, options, junk tickers, and legs with no price file or no close in that window are skipped. Official amounts are ranges, so position size is not used — a $1,001–$15,000 ticket counts the same as a $1,000,001–$5,000,000 ticket. Coverage counts (priced vs skipped) sit on every row.
This is not the politician’s P&L. They traded earlier, often weeks before the print. Tape’s “Top Traders” board is a different, trade-date FIFO estimate. Regenerated from trades-lite.json and prices/ on each site update.